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Simon Lysbjerg Hansen

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This is information that was supplied by Simon Hansen in registering through RePEc. If you are Simon Lysbjerg Hansen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Simon
Middle Name: Lysbjerg
Last Name: Hansen
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RePEc Short-ID: pha780

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Homepage:
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Affiliation

Institut for Virksomhedsledelse og Økonomi
Syddansk Universitet
Location: Odense, Denmark
Homepage: http://www.sdu.dk/ivoe
Email:
Phone: 65 50 32 33
Fax: 65 50 32 37
Postal: Campusvej 55, 5230 Odense M
Handle: RePEc:edi:okioudk (more details at EDIRC)

Works

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Working papers

  1. Simon Lysbjerg Hansen, 2005. "A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem," Computing in Economics and Finance 2005 391, Society for Computational Economics.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2005-11-20. Author is listed
  2. NEP-FIN: Finance (1) 2005-11-19. Author is listed

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